I call bs. Paper assumes no market impact (which is crazy--esp in altcoin markets) and their technique is not robust against overfitting.
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This follows a familiar pattern: whenever a programmer discovers a new ML technique, their first instinct is to use it for trading.
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1 out of every 3 college freshmen thinks they're a genius for realizing that neural networks could be used to trade the stock market.
End of conversation
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